JP Morgan Put 48 MET 18.06.2021/  DE000JJ1GT56  /

EUWAX
3/5/2021  8:50:00 AM Chg.+0.026 Bid8:27:15 PM Ask8:27:15 PM Underlying Strike price Expiration date Option type
0.110EUR +30.95% 0.094
Bid Size: 50,000
0.100
Ask Size: 50,000
MetLife Inc 48.00 USD 6/18/2021 Put

Master data

WKN: JJ1GT5
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: MetLife Inc
Type: Warrant
Option type: Put
Strike price: 48.00 USD
Maturity: 6/18/2021
Issue date: 11/20/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -41.39
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.49
Parity: -0.96
Time value: 0.12
Break-even: 38.91
Moneyness: 0.81
Premium: 0.22
Premium p.a.: 0.98
Spread abs.: 0.01
Spread %: 8.33%
Delta: -0.30
Theta: -0.03
Omega: -12.62
Rho: -0.05
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.084
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -50.00%
3 Months
  -75.00%
YTD
  -77.08%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.084
1M High / 1M Low: 0.220 0.084
6M High / 6M Low: - -
High (YTD): 1/5/2021 0.480
Low (YTD): 3/4/2021 0.084
52W High: - -
52W Low: - -
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -